M. Teresa Corzo

Universidad Pontificia Comillas

Professor

Spain

SCHOLARLY PAPERS

8

DOWNLOADS

1,040

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

A Case for Europe: The Relationship between Sovereign CDs and Stock Indexes

Frontiers in Finance and Economics, Vol. 9, No. 2, 32-63
Number of pages: 32 Posted: 19 Dec 2012
Maria Coronado, M. Teresa Corzo and Laura Lazcano
Universidad Pontificia Comillas, Universidad Pontificia Comillas and Universidad Pontificia Comillas
Downloads 475 (111,541)

Abstract:

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sovereign credit risk, sovereign credit derivatives, stock markets, lead-lag relationships

2.

The Co-Movement of Sovereign Credit Default Swaps and Bonds, and Stock Markets in Europe

Number of pages: 36 Posted: 06 Feb 2012 Last Revised: 11 Mar 2012
M. Teresa Corzo, Javier Gomez-Biscarri and Laura Lazcano
Universidad Pontificia Comillas, affiliation not provided to SSRN and Universidad Pontificia Comillas
Downloads 223 (250,418)
Citation 6

Abstract:

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sovereign credit risk, sovereign credit derivatives, price discovery, stock markets, lead-lag relationships

3.

COVID-19, Women Premiers and Overconfidence

Number of pages: 26 Posted: 05 Feb 2021 Last Revised: 09 Sep 2023
Comillas Pontifical University, Comillas Pontifical University, Universidad Pontificia Comillas and Universidad Pontificia Comillas
Downloads 135 (386,565)

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COVID-19, women leaders, women premiers, overconfidence, gender

4.

Credit Default Swaps: Does the Traded Volume Influence Research Interest?

Number of pages: 14 Posted: 27 Jan 2017
Comillas Pontifical University - Department of Financial Management, Universidad Pontificia Comillas and Charles III University of Madrid - Department of Business Administration
Downloads 74 (580,604)

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Credit Default Swaps (CDS), Textual Analysis, Dodd-Frank Act.

5.

Credit Default Swaps and Financial Risks in the 21st Century

Journal of Insurance and Financial Management, vol 1 (5): 19-64
Number of pages: 46 Posted: 25 Oct 2018
Karin Martin-Bujack and M. Teresa Corzo
Comillas Pontifical University - Department of Financial Management and Universidad Pontificia Comillas
Downloads 67 (612,536)

Abstract:

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Credit Default Swap, credit risk, default risk, contagion, risk correlation, systemic risk

6.

Emerging Stock Exchanges in a Global Map: A Network Approach

Number of pages: 21 Posted: 11 Oct 2017
M. Teresa Corzo, Pablo Garcia-Estevez and Salvador Roji
Universidad Pontificia Comillas, Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF) and Universidad Complutense de Madrid (UCM)
Downloads 66 (617,383)

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Stock Exchanges Map, Self-Organizing Neural Networks

7.

International Diversification and Global Credit Risk: A Methodology for Portfolio Building

Universia Business Review, Forthcoming
Posted: 25 Oct 2018
Comillas Pontifical University - Department of Financial Management, Universidad Pontificia Comillas and Charles III University of Madrid - Department of Business Administration

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diversification, global credit risk, investments, market risk, Credit Default Swap

8.

Behavioral Finance in Joseph De La Vega’s Confusion De Confusiones

Posted: 13 Sep 2012
Universidad Pontificia Comillas, affiliation not provided to SSRN and affiliation not provided to SSRN

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behavioral finance, investor biases, stock market history, overconfidence, herding, regret aversion

Other Papers (1)

Total Downloads: 0
1.

Credit Default Swaps and Financial Risks in the 21 Century

Posted: 21 Mar 2016
Karin Martin-Bujack and M. Teresa Corzo
Comillas Pontifical University - Department of Financial Management and Universidad Pontificia Comillas

Abstract:

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Credit Default Swap, credit risk, default risk, contagion, risk correlation, systemic risk.